Featured Counterparty Risk Content

Newsletter Issue – Apr 24, 2024
Thinking Derivatively – April 2024 Newsletter

In this Issue | XVA and the Buy Side, Quants Using Cloud, The Role of AI in Finance.

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White Paper
White paper | Mastering XVA Dynamics from the Buy Side

In a Risk.net webinar sponsored by Numerix, three experts discussed key aspects of XVA from a buy-side standpoint...

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Newsletter Issue – Mar 28, 2024
Thinking Derivatively – March 2024 Newsletter

In this Issue | Cloud technology, Trends in global finance, Hot topics in structured finance

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Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
On-Demand Webinar
On-Demand Solution Webinar | Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning

NUMERIX ON-DEMAND SOLUTION WEBINAR Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning...

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Newsletter Issue – Feb 6, 2024
Thinking Derivatively – January/February 2024 Newsletter

In this Issue | 2024 market themes, Structured credit markets, Quantitative trading strategies

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FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options...

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On-Demand Webinar
Risk.net On-Demand Webinar | Charting the Course for Structured Credit Markets in 2024

In December 2023, Risk.net gathered a panel of experts to provide insights into the structured mortgage sector and...

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Newsletter Issue – Dec 13, 2023
Thinking Derivatively – December 2023 Newsletter

In this Issue | SOFR Challenges, Impact of regulatory landscape on risk management, Easy curve construction for...

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FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds
On-Demand Webinar
On-Demand Solution Webinar | FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds

NUMERIX ON-DEMAND SOLUTION WEBINAR FINCAD Analytics Suite: Quantitative Trading Strategies for Corporate Bonds...

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Numerix Counterparty RIsk Research & Insights

American Monte Carlo: simulation technology for accuracy & performance
Global Capital | April 8, 2014 | By Mohit Agarwal, Numerix Financial Engineering Group
In this authored article,...
On-Demand Webinar | Real-World Equity & Volatility Behavior: Implications for Economic Scenario Generation
In the risk-neutral world, all investments grow, on average, at the risk-free rate. In reality, risky positions...
"A New Level of Access"
Wilmott Magazine | April 1, 2014 | By Wilmott Editors
This article discusses how MATLAB and Financial Instruments...
Slide Presentation | GARP 2014 Collateral: Issues, Trends, and Impact on Risk Management
Presented at GARP 15th Annual Risk Management Convention | March 2014
Collateral is being increasingly used to...
On-Demand Webinar | Surprisingly Complex Vanillas: Bond Futures & their Embedded Options
The US Treasury bond futures are among the most liquid futures contracts in the world. Despite their widespread...
CIO Review | 2014 20 Most Promising Risk Management Solution Providers for Captial Markets
CIO Review | March 2014
Numerix: Novel Insights with Cross-Asset Pricing and Risk Analytics
In this CIO Review...
On-Demand Numerix User Webinar | Understanding the American Monte Carlo Approach for Counterparty Credit Exposure Calculations
Many derivative practitioners use a Brute Force Monte Carlo approach for counterparty credit exposure calculations...
Real-Time Risk: Keeping It Real
Waters Technology | February 18, 2014 | By Jake Thomases
In this article Cubillas Ding, Research Director of the...
Vendors Filling Collateral-Management Void
Hedge Fund Alert | April 2, 2014 | By Howard Kapiloff
Satyam Kancharla, CSO discusses collateral issues, trends,...
The 2014 Trading Technology 40
Institutional Investor | January 27, 2014 | By Jeffery Kutler
The industry's top executives in Trading Technology...

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